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10 min read kmlm-update

KMLM update - 17 sep 2024

KMLM update - 17 sep 2024
dbmfwatch - KMLM | 2024-09-17 | changes found
symboldescriptionsharesvaluepct1d chg1wk chg4wk chg13wk chg
--cash--Cash130.9M$130.9M34.7%-2.1% | -2.1%0.3% | 0.3%16.0% | 16.0%33.8% | 33.8%
-CAD-CANADIAN DOLLAR-3.6M$-2.7M-0.7%-8.4% | -8.2%0.6% | 0.5%23.1% | 23.0%54.2% | 53.8%
-EUR-EURO-5.5M$-6.1M-1.6%-2.7% | -2.6%0.5% | -0.3%6.8% | 6.9%-8.7% | -12.6%
-GBP-BRITISH STERLING POUND-1.6M$-2.1M-0.6%-9.0% | -8.6%21.4% | 21.0%42.4% | 41.8%59.9% | 58.4%
-JPY-JAPANESE YEN-920.2M$-6.5M-1.7%1.4% | 2.5%5.6% | 5.6%6.3% | 4.2%-8.9% | -20.9%
ADZ4AUDUSD CRNCY FUT DEC24883.0$59.8M15.8%0% | 0.2%---
BPZ4BP CURRENCY FUT DEC24729.0$60.0M15.9%0% | -0.3%---
C Z4CORN FUTURE DEC24-1.3K$-25.8M-6.8%0% | -0.4%-1.1% | -3.2%0.3% | -3.3%-51.6% | -33.7%
CDZ4C$ CURRENCY FUT DEC24-38.0$-2.8M-0.7%0% | 0%---
CLZ4WTI CRUDE FUTURE DEC24-316.0$-21.9M-5.8%-11.7% | -13.1%-74.6% | -86.7%-182.1% | -171.4%-
CNZ4CAN 10YR BOND FUT DEC241.0K$95.1M25.2%0% | -0.3%1.2% | 1.2%--
ECZ4EURO FX CURR FUT DEC24431.0$60.1M15.9%0% | 0%---
G Z4LONG GILT FUTURE DEC24725.0$96.4M25.5%0% | -0.6%1.3% | 2.5%--
GCZ4GOLD 100 OZ FUTR DEC2499.0$25.7M6.8%0% | -0.6%1.0% | 3.0%-2.0% | -0.4%-
HGZ4COPPER FUTURE DEC24148.0$15.8M4.2%0% | 0%46.5% | 52.8%85.0% | 88.2%-
HOZ4NY HARB ULSD FUT DEC24-260.0$-23.6M-6.3%0% | -1.7%-1.2% | -4.8%--
JBZ4JPN 10Y BOND(OSE) DEC2495.0$96.7M25.6%0% | -1.0%1.1% | 1.5%--
JYZ4JPN YEN CURR FUT DEC24558.0$49.8M13.2%13.4% | 12.5%---
LCZ4LIVE CATTLE FUTR DEC24-354.0$-25.5M-6.7%0% | -0.8%-1.4% | -3.4%-2.11K% | -2.17K%-
NGZ24NATURAL GAS FUTR DEC24-827.0$-25.2M-6.7%0% | 0.6%-1.2% | -1.7%--
RXZ4EURO-BUND FUTURE DEC24637.0$95.5M25.3%0% | -0.3%1.1% | 2.0%--
S X4SOYBEAN FUTURE NOV24-502.0$-25.3M-6.7%0% | -0.1%-1.2% | -2.1%-2.2% | -5.4%-54.0% | -36.8%
SBH5SUGAR #11 (WORLD) MAR25-1.1K$-25.9M-6.9%0% | -4.0%-1.2% | -9.7%--
SFZ4CHF CURRENCY FUT DEC24402.0$60.0M15.9%10.4% | 10.4%---
US912797GW17Treasury B 10/03/2455M$54.9M14.5%0% | 0%0% | 0.1%0% | 0.4%-
US912797KM88Treasury B 09/26/2455M$54.9M14.6%0% | 0%0% | 0.1%0% | 0.4%-
US912797LT23Treasury B 10/15/2455M$54.8M14.5%0% | 0%0% | 0.1%0% | 0.4%-
US912797LV78Treasury B 10/29/2455M$54.7M14.5%0% | 0%0% | 0.1%--
US912797MA23Treasury B 11/05/2445M$44.7M11.8%0% | 0%0% | 0.1%--
UXYZ4US 10YR ULTRA FUT DEC24800.0$95.9M25.4%0% | -0.2%1.3% | 1.3%--
W Z4WHEAT FUTURE(CBT) DEC24-911.0$-26.2M-6.9%0% | 0.5%-1.2% | -1.5%-0.2% | -3.7%-823.0% | -767.9%
XBZ4GASOLINE RBOB FUT DEC24-296.0$-24.2M-6.4%0% | -1.7%-12.1% | -20.0%--
not investment advice - use at own risk - see terms - data by kfa funds
dbmfwatch - KMLM | 2024-09-17 | history
2024-09-17 2024-09-16 (1d)2024-09-10 (1wk)2024-08-20 (4wk)2024-06-18 (13wk)2024-03-19 (26wk)2023-09-19 (52wk)
symboldescriptionsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepctsharesvaluepct
--cash--Cash130.9M$130.9M34.7%133.8M$133.8M35.1%130.5M$130.5M34.7%112.8M$112.8M30.8%97.9M$97.9M36.2%90.6M$90.6M35.8%84.2M$84.2M30.6%
-CAD-CANADIAN DOLLAR-3.6M$-2.7M-0.7%-3.3M$-2.5M-0.6%-3.6M$-2.7M-0.7%-4.7M$-3.4M-0.9%-7.9M$-5.7M-2.1%-6.7M$-4.9M-1.9%1.0M$765.7K0.3%
-EUR-EURO-5.5M$-6.1M-1.6%-5.3M$-5.9M-1.6%-5.5M$-6.1M-1.6%-5.9M$-6.5M-1.8%-5.0M$-5.4M-2.0%-4.4M$-4.8M-1.9%509.6K$544.2K0.2%
-GBP-BRITISH STERLING POUND-1.6M$-2.1M-0.6%-1.4M$-1.9M-0.5%-2.0M$-2.6M-0.7%-2.7M$-3.6M-1.0%-3.9M$-5.0M-1.8%-2.1M$-2.7M-1.1%3.5M$4.3M1.6%
-JPY-JAPANESE YEN-920.2M$-6.5M-1.7%-933.5M$-6.6M-1.7%-974.8M$-6.9M-1.8%-981.8M$-6.8M-1.8%-844.7M$-5.4M-2.0%-731.3M$-4.8M-1.9%-635.9M$-4.3M-1.6%
ADM4AUDUSD CRNCY FUT JUN24----------------500.0$-32.7M-13.0%---
ADU4AUDUSD CRNCY FUT SEP24------790.0$52.6M14.0%-130.0$-8.8M-2.4%619.0$41.3M15.3%------
ADZ3AUDUSD CRNCY FUT DEC23-------------------662.0$-42.9M-15.6%
ADZ4AUDUSD CRNCY FUT DEC24883.0$59.8M15.8%883.0$59.6M15.7%---------------
BPM4BP CURRENCY FUT JUN24---------------510.0$40.6M16.1%---
BPU4BP CURRENCY FUT SEP24------721.0$59.0M15.7%744.0$60.6M16.5%573.0$45.5M16.8%------
BPZ3BP CURRENCY FUT DEC23------------------544.0$42.1M15.3%
BPZ4BP CURRENCY FUT DEC24729.0$60.0M15.9%729.0$60.2M15.8%---------------
C K4CORN FUTURE MAY24----------------785.0$-17.3M-6.8%---
C Z3CORN FUTURE DEC23-------------------755.0$-18.0M-6.5%
C Z4CORN FUTURE DEC24-1.3K$-25.8M-6.8%-1.3K$-25.7M-6.8%-1.2K$-25.0M-6.7%-1.3K$-25.0M-6.8%-826.0$-19.3M-7.1%------
CDM4C$ CURRENCY FUT JUN24----------------493.0$-36.4M-14.4%---
CDU4C$ CURRENCY FUT SEP24-------38.0$-2.8M-0.7%-824.0$-60.5M-16.5%-620.0$-45.3M-16.7%------
CDZ3C$ CURRENCY FUT DEC23-------------------581.0$-43.3M-15.7%
CDZ4C$ CURRENCY FUT DEC24-38.0$-2.8M-0.7%-38.0$-2.8M-0.7%---------------
CLM4WTI CRUDE FUTURE JUN24---------------220.0$18.1M7.1%---
CLU4WTI CRUDE FUTURE SEP24------------131.0$10.5M3.9%------
CLZ3WTI CRUDE FUTURE DEC23------------------219.0$19.5M7.1%
CLZ4WTI CRUDE FUTURE DEC24-316.0$-21.9M-5.8%-283.0$-19.3M-5.1%-181.0$-11.7M-3.1%-112.0$-8.1M-2.2%---------
CNM4CAN 10YR BOND FUT JUN24----------------647.0$-57.1M-22.6%---
CNU4CAN 10YR BOND FUT SEP24---------1.1K$96.5M26.4%-39.0$-3.5M-1.3%------
CNZ3CAN 10YR BOND FUT DEC23-------------------765.0$-66.3M-24.1%
CNZ4CAN 10YR BOND FUT DEC241.0K$95.1M25.2%1.0K$95.4M25.1%1.0K$94.0M25.0%------------
ECM4EURO FX CURR FUT JUN24----------------212.0$-28.9M-11.4%---
ECU4EURO FX CURR FUT SEP24------428.0$59.0M15.7%63.0$8.8M2.4%-335.0$-45.2M-16.7%------
ECZ3EURO FX CURR FUT DEC23------------------15.0$2.0M0.7%
ECZ4EURO FX CURR FUT DEC24431.0$60.1M15.9%431.0$60.1M15.8%---------------
G M4LONG GILT FUTURE JUN24---------------218.0$27.4M10.8%---
G U4LONG GILT FUTURE SEP24---------736.0$95.9M26.2%83.0$10.4M3.8%------
G Z3LONG GILT FUTURE DEC23-------------------558.0$-66.0M-24.0%
G Z4LONG GILT FUTURE DEC24725.0$96.4M25.5%725.0$97.0M25.5%716.0$94.1M25.0%------------
GCM4GOLD 100 OZ FUTR JUN24---------------66.0$14.4M5.7%---
GCQ4GOLD 100 OZ FUTR AUG24------------82.0$19.2M7.1%------
GCZ3GOLD 100 OZ FUTR DEC23------------------39.0$7.6M2.8%
GCZ4GOLD 100 OZ FUTR DEC2499.0$25.7M6.8%99.0$25.8M6.8%98.0$24.9M6.6%101.0$25.8M7.0%---------
HGN4COPPER FUTURE JUL24---------------8.0$819.6K0.3%---
HGU4COPPER FUTURE SEP24------------166.0$18.5M6.8%------
HGZ3COPPER FUTURE DEC23-------------------117.0$-11.0M-4.0%
HGZ4COPPER FUTURE DEC24148.0$15.8M4.2%148.0$15.8M4.2%101.0$10.3M2.8%80.0$8.4M2.3%---------
HOM4NY HARB ULSD FUT JUN24---------------157.0$17.9M7.1%---
HOU4NY HARB ULSD FUT SEP24----------245.0$-23.3M-6.4%-152.0$-16.3M-6.0%------
HOZ3NY HARB ULSD FUT DEC23------------------146.0$19.4M7.0%
HOZ4NY HARB ULSD FUT DEC24-260.0$-23.6M-6.3%-260.0$-23.2M-6.1%-257.0$-22.5M-6.0%------------
JBM4JPN 10Y BOND(OSE) JUN24---------------59.0$57.0M22.5%---
JBU4JPN 10Y BOND(OSE) SEP24----------5.0$-5.0M-1.4%-79.0$-72.0M-26.6%------
JBZ3JPN 10Y BOND(OSE) DEC23------------------67.0$65.9M24.0%
JBZ4JPN 10Y BOND(OSE) DEC2495.0$96.7M25.6%95.0$97.7M25.7%94.0$95.3M25.3%------------
JYM4JPN YEN CURR FUT JUN24----------------474.0$-39.8M-15.7%---
JYU4JPN YEN CURR FUT SEP24------230.0$20.2M5.4%-579.0$-50.0M-13.6%-565.0$-45.4M-16.8%------
JYZ3JPN YEN CURR FUT DEC23-------------------492.0$-42.2M-15.3%
JYZ4JPN YEN CURR FUT DEC24558.0$49.8M13.2%492.0$44.2M11.6%---------------
LCM4LIVE CATTLE FUTR JUN24---------------233.0$17.2M6.8%---
LCQ4LIVE CATTLE FUTR AUG24------------115.0$8.4M3.1%------
LCZ3LIVE CATTLE FUTR DEC23------------------244.0$18.6M6.8%
LCZ4LIVE CATTLE FUTR DEC24-354.0$-25.5M-6.7%-354.0$-25.3M-6.6%-349.0$-24.6M-6.5%-16.0$-1.1M-0.3%---------
NGM24NATURAL GAS FUTR JUN24----------------750.0$-15.8M-6.3%---
NGU24NATURAL GAS FUTR SEP24----------1.2K$-27.1M-7.4%-722.0$-21.4M-7.9%------
NGZ23NATURAL GAS FUTR DEC23-------------------500.0$-16.9M-6.2%
NGZ24NATURAL GAS FUTR DEC24-827.0$-25.2M-6.7%-827.0$-25.4M-6.7%-817.0$-24.8M-6.6%------------
RXM4EURO-BUND FUTURE JUN24----------------63.0$-9.0M-3.6%---
RXU4EURO-BUND FUTURE SEP24---------463.0$69.3M18.9%-459.0$-65.4M-24.2%------
RXZ3EURO-BUND FUTURE DEC23-------------------470.0$-65.0M-23.6%
RXZ4EURO-BUND FUTURE DEC24637.0$95.5M25.3%637.0$95.7M25.1%630.0$93.6M24.9%------------
S K4SOYBEAN FUTURE MAY24----------------296.0$-17.5M-6.9%---
S X3SOYBEAN FUTURE NOV23------------------264.0$17.4M6.3%
S X4SOYBEAN FUTURE NOV24-502.0$-25.3M-6.7%-502.0$-25.2M-6.6%-496.0$-24.7M-6.6%-491.0$-24.0M-6.5%-326.0$-18.5M-6.8%------
SBH5SUGAR #11 (WORLD) MAR25-1.1K$-25.9M-6.9%-1.1K$-24.9M-6.5%-1.1K$-23.6M-6.3%------------
SBK4SUGAR #11 (WORLD) MAY24----------------694.0$-16.8M-6.7%---
SBV3SUGAR #11 (WORLD) OCT23------------------643.0$19.8M7.2%
SBV4SUGAR #11 (WORLD) OCT24----------1.2K$-23.3M-6.4%-940.0$-20.0M-7.4%------
SFM4CHF CURRENCY FUT JUN24----------------281.0$-39.9M-15.8%---
SFU4CHF CURRENCY FUT SEP24------363.0$53.6M14.3%20.0$2.9M0.8%-326.0$-46.6M-17.2%------
SFZ3CHF CURRENCY FUT DEC23------------------301.0$42.3M15.4%
SFZ4CHF CURRENCY FUT DEC24402.0$60.0M15.9%364.0$54.4M14.3%---------------
TYZ3US 10YR NOTE (CBT)DEC23-------------------608.0$-66.3M-24.1%
US912796CR84Treasury B 09/21/23------------------40M$40.0M14.5%
US912796CS67Treasury B 09/28/23------------------30M$30.0M10.9%
US912796Y452Treasury B 06/27/24------------35M$35.0M12.9%------
US912796YJ21Treasury B 10/05/23------------------40M$39.9M14.5%
US912797FA06Treasury B 10/12/23------------------40M$39.9M14.5%
US912797GW17Treasury B 10/03/2455M$54.9M14.5%55M$54.9M14.4%55M$54.8M14.6%55M$54.7M14.9%---------
US912797GY72Treasury B 03/28/24---------------35M$35.0M13.8%---
US912797GZ48Treasury B 04/04/24---------------40M$39.9M15.8%---
US912797HD27Treasury B 10/31/23------------------40M$39.8M14.4%
US912797HF74Treasury B 04/11/24---------------35M$34.9M13.8%---
US912797JQ12Treasury B 04/30/24---------------40M$39.8M15.7%---
US912797KD89Treasury B 08/29/24---------55M$54.9M15.0%---------
US912797KH93Treasury B 07/02/24------------40M$39.9M14.8%------
US912797KM88Treasury B 09/26/2455M$54.9M14.6%55M$54.9M14.4%55M$54.9M14.6%55M$54.7M14.9%---------
US912797KQ92Treasury B 07/23/24------------40M$39.8M14.7%------
US912797KR75Treasury B 07/30/24------------40M$39.8M14.7%------
US912797KW60Treasury B 08/06/24------------40M$39.7M14.7%------
US912797LA32Treasury B 09/03/24---------55M$54.9M15.0%---------
US912797LL96Treasury B 03/21/24---------------30M$30.0M11.9%---
US912797LT23Treasury B 10/15/2455M$54.8M14.5%55M$54.8M14.4%55M$54.7M14.6%55M$54.6M14.9%---------
US912797LV78Treasury B 10/29/2455M$54.7M14.5%55M$54.7M14.4%55M$54.6M14.5%------------
US912797MA23Treasury B 11/05/2445M$44.7M11.8%45M$44.7M11.7%45M$44.7M11.9%------------
UXYM4US 10YR ULTRA FUT JUN24----------------553.0$-62.9M-24.9%---
UXYU4US 10YR ULTRA FUT SEP24---------580.0$68.5M18.7%-639.0$-73.3M-27.1%------
UXYZ4US 10YR ULTRA FUT DEC24800.0$95.9M25.4%800.0$96.1M25.2%790.0$94.7M25.2%------------
W K4WHEAT FUTURE(CBT) MAY24----------------585.0$-16.2M-6.4%---
W Z3WHEAT FUTURE(CBT) DEC23-------------------600.0$-17.5M-6.4%
W Z4WHEAT FUTURE(CBT) DEC24-911.0$-26.2M-6.9%-911.0$-26.4M-6.9%-900.0$-25.8M-6.9%-909.0$-25.3M-6.9%126.0$3.9M1.5%------
XBM4GASOLINE RBOB FUT JUN24---------------158.0$18.0M7.1%---
XBU4GASOLINE RBOB FUT SEP24----------198.0$-18.8M-5.1%-101.0$-10.3M-3.8%------
XBZ3GASOLINE RBOB FUT DEC23------------------179.0$19.1M6.9%
XBZ4GASOLINE RBOB FUT DEC24-296.0$-24.2M-6.4%-296.0$-23.8M-6.3%-264.0$-20.2M-5.4%------------
not investment advice - use at own risk - see terms - data by kfa funds

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